Statement of the problem

We are all familiar with functions f(x) that map a variables x to a scalar, but we are perhaps less
familiar with functionals J[y(x), y'(x); x] that depend not just on a variable x at a iven point but on an
entire function y(x) and its derivative y'(x) over a rane of values! "uch functionals are often expressed
as definite interals; the calculus of variations is concerned with findin the function y that extremi#es
J$
%his means that if J is maximi#ed with respect to the function y(x), it decreases for all neihborin
functions! What do we mean by a &neihborin function'( %he neihborin functions to y(x) can be
thouht of as the set of all functions$
y(), x) * y(+, x) , ) -(x)
where y(+, x) * y(x) and -(x) is any function with continuous .
st
derivatives that vanishes at the
endpoints x
.
and x
/
!
0f J is extremi#ed by the function y(x), the interal
will only depend on ) at /
nd
order for any function -(x) 1J21) * +!
Euler's equation
3erformin this derivative, we find$
where 1y21) * -(x) and 1y'21) * d-2dx, 0nsertin these into the above yields$
0nteratin the /
nd
term by parts and reconi#in that -(x
.
) * -(x
/
) * + ives us
4or J to be extremi#ed (1J21) * +) for any continuous function -(x), the term in parentheses must
vanish$
%his is the famous 5uler's e6uation! 7et's do some examples to illustrate its power!
Brachistochrone
We would li8e to find the curve that connects the points (x
.
, y
.
) and (x
/
, y
/
) such that the time it ta8es to
travel between the points in 5arth's ravitational field is minimi#ed!
9hoose the oriin to coincide with the .
st
point, and let g point in the ,x direction! %hen the enery is
conserved$
%he time to travel between the points is$
%his is clearly a job for 5uler's e6uation$
0f this derivative is #ero, then it must be e6ual to a constant$
"olvin for y' and interatin$
With the chane of variable x * a(. : cos ;) this interal becomes$
%hese / e6uations, x(;) and y(;), are a parametric solution to the curve we see8; the value of a must be
chosen numerically so that (x
/
, y
/
) lies on the curve!
2
nd
form of Euler's equation
When the functional f[y, y'; x] we are interatin does not depend explicitly on the independent
variable x, some alebraic manipulation shows that 5uler's e6uation can be rewritten as$
%his /
nd
form of 5uler's e6uation can sometimes prove useful!
Geodesic on a sphere
< geodesic is the shortest path between two points! What is the eodesic on a sphere(
%he line element on a sphere of radius r is$
"ince a eodesic minimi#es the lenth of a path between two points, it minimi#es$
"ince the interand doesn't depend explicitly on =, the /
nd
form of 5uler's e6uation implies$
%his can be solved for d=2d; and then interated$
where > * (. : a
/
)2a
/
! ?ultiplyin both sides of this solution by r sin ; yields$
%his is the e6uation of a plane passin throuh the oriin, implyin that eodesics on a sphere are reat
circles!
Functions of several dependent variables
What if the functional J depends on several functions y
i
(x)( When a function f depends on several
variables x
i
, the condition for a point to be an extremum is that the .
st
derivative must vanish with
respect to all variables, i!e! 1f21x
i
* + for all i! < similar result holds when we see8 to extremi#e a
functional J of several functions! 0n this case, we can construct neihborin functions$
y
i
(), x) * y
i
(+, x) , ) -
i
(x)
and the .
st
derivatives of the functional must vanish$
%his implies a separate 5uler e6uation for each function y
i
(x)$
Extremizing a function subject to an integral constraint
What if we want to extremi#e a functional J subject to a constraint$
We can create a new functional$
and extremi#e this with respect to both y and m, where the number m is a 7arane multiplier!
@ifferentiatin with respect to m just returns the constraint, ensurin that it is satisfied! %a8in the
functional derivative with respect to y as before yields$
%his provides us with a solution that satisfies the interal constraint$
Example
Aow do we minimi#e the lenth between / points$
subject to a constraint on the area
under the curve(
%he above 5uler e6uation in the presence of a constraint ives$
%his can be interated and solved for y'$
0nteratin aain, we et$
%he / interation constants c and d determine the center of the circle, the 7arane multiplier m
determines the circle's radius!
Extremizing a functional subject to a functional constraint
What if we want to extremi#e a functional J subject to a constraint on the functions y
i
(x)( %his implies
that the )
i
above can no loner be independently varied, since in eneral such a variation will violate
the constraint! 0f the constraint can be written as g(y
i
; x) * 9, then$
We can solve this e6uation for -
.
to find$
We can then insert this into the derivative of the functional to find$
%he n : . functions -
i
can now vary freely, in which case each of the above terms in brac8ets must
separately vanish! 0f we add the constraint e6uation to these e6uations, we have the re6uired n
differential e6uations for the n functions y
i
(x)!
<lthouh correct, this approach is somewhat unaesthetic in that it sinles out the function y
.
(x) and
also somewhat cumbersome to implement with multiple constraints! <n alternative approach is define
a new function B(x) and restore the i * . term to the above summation$
We then solve the n e6uations that come from settin the terms in brac8ets e6ual to #ero plus the
constraint e6uation for the n , . un8nown functions B(x) and y
i
(x)! %his new function B(x) is 8nown as
a Langrange undetermined multiplier! With the choice$
this set of e6uations reduces to the n e6uations that we had before! When there are m constraints, you
must introduce a new 7arane multiplier B
j
(x) for each constraint and solve the resultin n + m
e6uations$
Example a dis! rolling do"n an inclined plane
0f the dis8 of radius C rotates by an anle ;, it moves a distance y * C; down the plane! 4or this
motion, y and ; don't chane independently; they are subject to the constraint (y, ;) * y : C; * +!
# notation
We often use the notation Dy to denote a differential function and DJ to denote the chane of the
functional in response to this differential function! %hus in the context of this chapter$
and